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Janus Henderson AAA CLO ETF (JAAA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

CUSIP

47103U845

Issuer

Janus Henderson

Inception Date

Oct 16, 2020

Leveraged

1x

Index Tracked

No Index (Active)

Distribution Policy

Distributing

Asset Class

Bond

Expense Ratio

JAAA has an expense ratio of 0.21%, which is considered low compared to other funds.


Expense ratio chart for JAAA: current value at 0.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.21%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
JAAA vs. JBBB JAAA vs. BINC JAAA vs. BOXX JAAA vs. ICLO JAAA vs. QIS JAAA vs. SEIX JAAA vs. AAA JAAA vs. BIL JAAA vs. TFLO JAAA vs. CLOZ
Popular comparisons:
JAAA vs. JBBB JAAA vs. BINC JAAA vs. BOXX JAAA vs. ICLO JAAA vs. QIS JAAA vs. SEIX JAAA vs. AAA JAAA vs. BIL JAAA vs. TFLO JAAA vs. CLOZ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Janus Henderson AAA CLO ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.79%
9.66%
JAAA (Janus Henderson AAA CLO ETF)
Benchmark (^GSPC)

Returns By Period

Janus Henderson AAA CLO ETF had a return of 6.69% year-to-date (YTD) and 6.82% in the last 12 months.


JAAA

YTD

6.69%

1M

-0.14%

6M

2.79%

1Y

6.82%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

The table below presents the monthly returns of JAAA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.68%0.66%0.60%0.64%0.82%0.41%0.63%0.50%0.49%0.58%0.62%6.69%
20231.30%0.42%-0.33%0.98%0.33%0.87%1.31%0.71%0.53%0.39%0.89%0.88%8.59%
20220.20%-0.23%-0.16%0.30%-1.77%-0.48%0.67%0.34%-0.18%-0.22%1.46%0.64%0.52%
20210.21%0.42%0.02%0.02%0.07%0.10%0.20%0.11%0.08%0.09%0.04%0.02%1.39%
2020-0.41%0.96%0.24%0.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 99, JAAA is among the top 1% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JAAA is 9999
Overall Rank
The Sharpe Ratio Rank of JAAA is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of JAAA is 9999
Sortino Ratio Rank
The Omega Ratio Rank of JAAA is 9999
Omega Ratio Rank
The Calmar Ratio Rank of JAAA is 9999
Calmar Ratio Rank
The Martin Ratio Rank of JAAA is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Janus Henderson AAA CLO ETF (JAAA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for JAAA, currently valued at 8.16, compared to the broader market0.002.004.008.162.07
The chart of Sortino ratio for JAAA, currently valued at 12.33, compared to the broader market-2.000.002.004.006.008.0010.0012.332.76
The chart of Omega ratio for JAAA, currently valued at 4.63, compared to the broader market0.501.001.502.002.503.004.631.39
The chart of Calmar ratio for JAAA, currently valued at 13.99, compared to the broader market0.005.0010.0015.0013.993.05
The chart of Martin ratio for JAAA, currently valued at 147.60, compared to the broader market0.0020.0040.0060.0080.00100.00147.6013.27
JAAA
^GSPC

The current Janus Henderson AAA CLO ETF Sharpe ratio is 8.16. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Janus Henderson AAA CLO ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio2.004.006.008.0010.0012.00JulyAugustSeptemberOctoberNovemberDecember
8.16
2.07
JAAA (Janus Henderson AAA CLO ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Janus Henderson AAA CLO ETF provided a 5.85% dividend yield over the last twelve months, with an annual payout of $2.96 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.502020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$2.96$3.07$1.37$0.61$0.13

Dividend yield

5.85%6.10%2.77%1.21%0.26%

Monthly Dividends

The table displays the monthly dividend distributions for Janus Henderson AAA CLO ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.27$0.26$0.27$0.27$0.26$0.28$0.26$0.28$0.27$0.25$0.28$2.96
2023$0.00$0.22$0.22$0.23$0.25$0.25$0.25$0.26$0.27$0.28$0.26$0.57$3.07
2022$0.00$0.04$0.03$0.04$0.06$0.08$0.09$0.11$0.15$0.15$0.17$0.44$1.37
2021$0.00$0.05$0.05$0.05$0.05$0.05$0.05$0.04$0.05$0.05$0.06$0.12$0.61
2020$0.13$0.13

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.49%
-1.91%
JAAA (Janus Henderson AAA CLO ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Janus Henderson AAA CLO ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Janus Henderson AAA CLO ETF was 2.60%, occurring on Jul 19, 2022. Recovery took 102 trading sessions.

The current Janus Henderson AAA CLO ETF drawdown is 0.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-2.6%Feb 7, 2022112Jul 19, 2022102Dec 12, 2022214
-0.99%Feb 14, 202325Mar 21, 202316Apr 13, 202341
-0.52%Dec 23, 20222Dec 27, 20229Jan 10, 202311
-0.49%Dec 17, 20245Dec 23, 2024
-0.47%Oct 20, 202010Nov 2, 20205Nov 9, 202015

Volatility

Volatility Chart

The current Janus Henderson AAA CLO ETF volatility is 0.52%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.52%
3.82%
JAAA (Janus Henderson AAA CLO ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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